Anic Equity¶

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Total return since start: 0.57 %¶

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Equity now: -----------------------------> 47951.57 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46543.4 Kr¶

PnL: ---------------------------------------> -345.17 Kr¶

DD now: ---------------------------------> -1.395 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 09:00:02.034231'

Anic Portfolio¶

Today¶

Return: 0.0 %¶

This Week¶

Return: 0.081 %¶

Total¶

Return: 56.981 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.000000 3100.000000 173.000000 5.910000 2927.000000
HEBA B 70 0.000000 2789.500000 153.500000 5.820000 2636.000010
Beijer Electronics Group 26 0.000000 3094.000000 123.000000 4.140000 2971.000006
AcadeMedia 12 0.000000 607.200000 50.200000 9.010000 557.000004
Corem Property Group B 59 0.000000 622.450000 45.450000 7.880000 576.999999
Boozt 12 0.000000 1696.800000 42.800000 2.590000 1653.999996
HMS Networks 2 0.000000 710.800000 37.800000 5.620000 673.000000
Samhällsbyggnadsbo. i Norden B 20 0.000000 390.900000 35.900000 10.110000 355.000000
Resurs Holding 22 0.000000 609.400000 35.400000 6.170000 573.999998
MedCap 2 0.000000 456.000000 35.000000 8.310000 421.000000
SAAB B 8 0.000000 3407.200000 30.200000 0.890000 3377.000000
Norva24 Group 16 1.190000 573.120000 30.120000 5.550000 543.000000
Securitas B 6 0.000000 588.600000 18.600000 3.260000 570.000000
Intrum 4 0.000000 545.400000 18.400000 3.490000 527.000000
Swedbank A 3 0.000000 581.100000 17.100000 3.030000 564.000000
Eastnine 4 0.000000 506.400000 15.400000 3.140000 491.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 575.400000 13.400000 2.380000 562.000005
OEM International B 7 0.000000 539.000000 11.000000 2.080000 527.999997
Coor Service Management Hold. 8 0.000000 542.000000 10.000000 1.880000 532.000000
Samhällsbyggnadsbo. i Norden D 12 0.000000 250.320000 4.320000 1.760000 246.000000
Handelsbanken A 5 -0.050000 547.500000 1.500000 0.270000 546.000000
Nordea Bank Abp 29 0.000000 3454.480000 0.480000 0.010000 3453.999992
Creaspac SPAC 6 0.000000 575.400000 -1.600000 -0.280000 577.000002
Karnov Group 9 -2.160000 531.000000 -5.000000 -0.930000 536.000004
Midsona B 63 0.000000 573.930000 -9.070000 -1.560000 582.999984
Essity B 2 0.250000 562.000000 -12.000000 -2.090000 574.000000
CTEK 13 0.000000 517.400000 -16.600000 -3.110000 533.999999
Essity A 4 0.000000 1130.000000 -19.000000 -1.650000 1149.000000
International Petroleum Corp. 5 -0.270000 556.500000 -38.070000 -6.400000 594.565215
Sampo Oyj SDB 7 0.000000 3808.000000 -42.000000 -1.090000 3850.000000
Vivesto 1368 0.000000 547.200000 -65.800000 -10.730000 612.999432
Fasadgruppen Group 35 2.350000 3661.000000 -150.000000 -3.940000 3810.999990
Axfood 13 0.000000 3582.800000 -173.200000 -4.610000 3756.000001
OX2 18 -0.190000 1445.400000 -218.600000 -13.140000 1663.999992
Ovzon 52 0.000000 2865.200000 -496.800000 -14.780000 3361.999992
TOTAL 46543.400000 -345.170000 -1.39486% 46888.564618

Updated:¶

'2023-01-25 09:00:16.023450'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶